To be honest, I don't know of any. Most game stores you find in Asian malls here probably don't deal in wholly legit stuff. I mean, I've just been ordering my stuff from yesasia for a couple of years now.
I *think* a place in Richmond called DSX2 had some legit consoles (I recall seeing boxes stacked around include a PC-FX O__o) but this was a long time ago and I don't even know if they are still in business...wait..
I just checked their website
http://dragonbox.ca/index_main.html and it's not clear to me whether they still have a physical storefront.
A place I have heard about in Richmond is Pop Toy (or Poptoy..?) which seemed to be a good place selling import arcade sticks and such back in the day, but I was never able to find the place. Granted, I didn't look very hard but again it's not clear if they are still around.
Sorry the post is so vague and mostly useless, but it is probably not too hopeful to find a shop selling import hardwares here.